Trend Following Long-Short Positional Strategy on NIFTY Futures
So here it is, a lot of followers of the blog had been requesting me to come up with a trend following Long-Short Positional strategy, which could either be traded in isolation or as a compliment to a Long only Equity Portfolio.
For sometime now, I too was looking at strategies on a larger time frame, I decided to work on something that could be easy to execute, with minimal oversight and could offer a decent risk adjusted return.
Here are the results and the trades taken by the strategy, you can bookmark the page as it’s going to be updated as and when I take trades on the system.
Click here for the Updated Google Sheet
Later in another post I will explain various hedging strategies, i.e. if you would like to trade this strategy in isolation.
With an impending recession, I do expect VIX and Volatility to be on the higher side, the strategy has been designed to benefit from it.
I am afraid I cannot reveal the exact mechanics of the strategy, but its no rocket science. The data of the trades is out there for you to see and its very easy for you to re-engineer it with some effort.
Note - I am not a SEBI Registered Advisor and this is not a recommendation to trade.